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Alexander S. Cherny

SSRN Author Rank: 6,062 by Downloads and 7,606 by Citations

 Associate Professor
 

Moscow State University


 Faculty of Mechanics and Mathematics
 Department of Probability Theory
 Moscow, 119992
 Russia
 007 095 939 14 03 (Phone)
 007 095 939 14 03 (Fax)
 HOME PAGE: http://mech.math.msu.su/~cherny
 email address

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. Alexander S. Cherny's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,288
Total
Citations
61
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Cherny, Alexander S.
Moscow State University
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
08 Jan 07
Last Revised:
29 Jul 10
1,103
(13,070)
31

2.  
Cherny, Alexander S.
Moscow State University
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
30 May 06
795
(20,988)
6

3.  
Cherny, Alexander S.
Moscow State University
Douady, Raphael
Riskdata
Molchanov, Stanislav A.
University of North Carolina (UNC) at Charlotte
Posted:
28 Mar 08
Last Revised:
16 Apr 08
731
(22,790)
1

4.  
Cherny, Alexander S.
Moscow State University
Kupper, Michael
Vienna Institute of Finance
Posted:
22 Oct 07
644
(27,153)
3

5.  
Cherny, Alexander S.
Moscow State University
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
30 May 06
524
(36,965)
 

6.  
Illiquid Markets as a Counterparty: An Introduction to Conic Finance | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 06-115
Number of Pages in PDF File: 39
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Cherny, Alexander S.
Moscow State University
Posted:
28 Jan 10
Last Revised:
11 May 10
488
(38,891)
12

7.  
Cherny, Alexander S.
Moscow State University
Douady, Raphael
Riskdata
Molchanov, Stanislav A.
University of North Carolina (UNC) at Charlotte
Posted:
31 Mar 08
Last Revised:
22 Jun 16
466
(41,986)
2

8.  
Cherny, Alexander S.
Moscow State University
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
30 May 06
418
(50,249)
1

9.  
On Two Approaches to Coherent Risk Contribution | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 21, Issue 3, pp. 557-571, 2011
Number of Pages in PDF File: 15
Cherny, Alexander S.
Moscow State University
Orlov, Dmitri
affiliation not provided to SSRN
Posted:
20 May 11
2
(488,050)
1

10.  
Capital Allocation and Risk Contribution with Discrete-Time Coherent Risk | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 19, Issue 1, pp. 13-40, January 2009
Number of Pages in PDF File: 28
Cherny, Alexander S.
Moscow State University
Posted:
17 Jan 09
2
(488,050)
3

11.  
Risk-Reward Optimization with Discrete-Time Coherent Risk | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 20, Issue 4, pp. 571-595, October 2010
Number of Pages in PDF File: 25
Cherny, Alexander S.
Moscow State University
Posted:
27 Sep 10
1
(497,546)
2


Records 1 - 11 of 11 matches
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